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The Role of Oil Market in Explaining the Volatility of Gold and Foreign Exchange (Dollars/Euro) Markets

Nasser Khiabani; Manouchehr Dehghani

Volume 19, Issue 58 , April 2014, , Pages 207-238

Abstract
  Undoubtedly, new developments in information and trading technologies have increased the integration of international financial markets in the world. This in turn has generated interest in examining the volatility transmission of financial market across markets.  In this paper, we investigate the ...  Read More